PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
OFC vs. ESS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


OFCESS

Fundamentals


OFCESS
Market Cap$2.85B$20.03B
EPS$1.68$8.55
PE Ratio14.8535.18
PEG Ratio5.417.20

Correlation

-0.50.00.51.00.5

The correlation between OFC and ESS is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

OFC vs. ESS - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember0
15.51%
OFC
ESS

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

OFC vs. ESS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corporate Office Properties Trust (OFC) and Essex Property Trust, Inc. (ESS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


OFC
Sharpe ratio
The chart of Sharpe ratio for OFC, currently valued at 0.40, compared to the broader market-4.00-2.000.002.004.000.40
Sortino ratio
The chart of Sortino ratio for OFC, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.006.001.24
Omega ratio
The chart of Omega ratio for OFC, currently valued at 1.83, compared to the broader market0.501.001.502.001.83
Calmar ratio
The chart of Calmar ratio for OFC, currently valued at 0.17, compared to the broader market0.002.004.006.000.17
Martin ratio
The chart of Martin ratio for OFC, currently valued at 1.17, compared to the broader market0.0010.0020.0030.001.17
ESS
Sharpe ratio
The chart of Sharpe ratio for ESS, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.002.19
Sortino ratio
The chart of Sortino ratio for ESS, currently valued at 3.02, compared to the broader market-4.00-2.000.002.004.006.003.02
Omega ratio
The chart of Omega ratio for ESS, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ESS, currently valued at 1.23, compared to the broader market0.002.004.006.001.23
Martin ratio
The chart of Martin ratio for ESS, currently valued at 11.66, compared to the broader market0.0010.0020.0030.0011.66

OFC vs. ESS - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.40
2.19
OFC
ESS

Dividends

OFC vs. ESS - Dividend Comparison

OFC has not paid dividends to shareholders, while ESS's dividend yield for the trailing twelve months is around 3.21%.


TTM20232022202120202019201820172016201520142013
OFC
Corporate Office Properties Trust
3.63%4.73%4.24%3.93%4.22%3.74%5.23%3.77%3.52%5.04%3.88%4.64%
ESS
Essex Property Trust, Inc.
3.21%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%2.47%3.37%

Drawdowns

OFC vs. ESS - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-11.62%
-7.75%
OFC
ESS

Volatility

OFC vs. ESS - Volatility Comparison

The current volatility for Corporate Office Properties Trust (OFC) is 0.00%, while Essex Property Trust, Inc. (ESS) has a volatility of 8.26%. This indicates that OFC experiences smaller price fluctuations and is considered to be less risky than ESS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember0
8.26%
OFC
ESS

Financials

OFC vs. ESS - Financials Comparison

This section allows you to compare key financial metrics between Corporate Office Properties Trust and Essex Property Trust, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items